+46.5%
OTIS vs JEPI
+93.8%
-47.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +0.9% |
| 7D | -3.0% | -1.0% | -2.0% | -1.8% |
| 30D | -6.0% | -1.4% | -4.6% | -4.3% |
| 3M | -0.9% | +3.5% | -4.4% | -4.9% |
| 6M | -17.3% | +1.9% | -19.3% | -19.0% |
| YTD | -19.6% | +4.4% | -24.0% | -23.5% |
| 1Y | -21.0% | +7.2% | -28.2% | -27.2% |
| 3Y | -12.1% | +29.8% | -41.9% | -36.4% |
| 5Y | -17.1% | +41.7% | -58.8% | -45.8% |
| All | +46.5% | +93.8% | -47.3% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling